To make sure the audio and video are in sync, the audio must be routed through Apple TV. You can configure Apple TV to play its audio to an AirPlay device and you can use an app to make your Mac an AirPlay audio receiver.

Here are the specific steps:

You can change the AirPlay speaker while playing a movie. Press and hold the Select button on your Apple Remote until you see the menu. You can also change the volume from that menu.